@article{938192,
      recid = {938192},
      author = {Kulik, Rafal. and Soulier, Philippe,},
      title = {Heavy-tailed time series /},
      publisher = {Springer,},
      address = {New York, NY :},
      pages = {1 online resource (677 pages).},
      year = {2020},
      abstract = {This book aims to present a comprehensive, self-contained,  and concise overview of extreme value theory for time  series, incorporating the latest research trends alongside  classical methodology. Appropriate for graduate coursework  or professional reference, the book requires a background  in extreme value theory for i.i.d. data and basics of time  series. Following a brief review of foundational concepts,  it progresses linearly through topics in limit theorems and  time series models while including historical insights at  each chapters conclusion. Additionally, the book  incorporates complete proofs and exercises with solutions  as well as substantive reference lists and appendices,  featuring a novel commentary on the theory of vague  convergence.},
      url = {http://library.usi.edu/record/938192},
      doi = {https://doi.org/10.1007/978-1-0716-0},
}